Anic Equity¶

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Total return since start: 0.659 %¶

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Equity now: -----------------------------> 50666.34 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43299.87 Kr¶

PnL: ---------------------------------------> -402.72 Kr¶

DD now: ---------------------------------> -4.62 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 15:54:24.159124'

Anic Portfolio¶

Today¶

Return: -0.168 %¶

This Week¶

Return: -0.168 %¶

Total portfolio value¶

Return including deposits: 65.869 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Orrön Energy 170 -1.860000 2068.050000 27.200000 1.330000 2040.850000
INVISIO 15 -0.830000 3585.000000 22.500000 0.630000 3562.500000
Hexagon B 26 -0.600000 3432.000000 20.800000 0.610000 3411.200000
Vitec Software Group B 2 -0.710000 1118.000000 17.000000 1.540000 1101.000000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Hexatronic Group 15 2.770000 1080.000000 12.300000 1.150000 1067.700000
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
HEXPOL B 8 -0.080000 964.000000 8.800000 0.920000 955.200000
Sagax B 4 -1.290000 890.800000 7.600000 0.860000 883.200000
Profoto Holding 7 -1.180000 588.000000 6.000000 1.030000 581.999999
Platzer Fastigheter Holding B 12 -0.750000 955.200000 6.000000 0.630000 949.200000
Hennes & Mauritz B 6 -0.720000 913.680000 3.720000 0.410000 909.960000
ASSA ABLOY B 4 -1.310000 992.400000 1.600000 0.160000 990.800000
SKF B 5 -1.240000 979.250000 1.250000 0.130000 978.000000
Sandvik 4 -1.350000 846.800000 1.200000 0.140000 845.600000
Latour B 4 -2.910000 855.200000 1.200000 0.140000 854.000000
AcadeMedia 20 -0.890000 975.600000 0.000000 0.000000 975.600000
Addnode Group B 7 -2.570000 902.300000 -0.700000 -0.080000 903.000000
Atrium Ljungberg B 5 -0.880000 900.500000 -1.000000 -0.110000 901.500000
Biotage 1 -8.110000 145.000000 -2.500000 -1.690000 147.500000
Eastnine 6 -1.270000 654.000000 -3.000000 -0.460000 657.000000
BioGaia B 8 -2.180000 897.600000 -4.800000 -0.530000 902.400000
Gränges 10 3.520000 1030.000000 -6.000000 -0.580000 1036.000000
OX2 12 -3.780000 900.000000 -6.600000 -0.730000 906.600000
EQT 4 -2.480000 863.600000 -7.200000 -0.830000 870.800000
BHG Group 109 -5.890000 1411.550000 -7.630000 -0.540000 1419.180000
Vitrolife 3 -2.280000 667.200000 -9.800000 -1.450000 677.000001
Byggmax Group 33 -2.760000 953.040000 -11.880000 -1.230000 964.920000
Alimak Group 12 -1.430000 991.200000 -13.200000 -1.310000 1004.400000
JM 7 -2.840000 934.500000 -13.300000 -1.400000 947.800000
Creaspac SPAC 40 -0.520000 3808.000000 -16.000000 -0.420000 3824.000000
Catena 2 -1.800000 787.600000 -16.000000 -1.990000 803.600000
Investor B 3 -2.130000 640.800000 -17.200000 -2.610000 657.999999
Hoist Finance 36 -2.700000 972.000000 -36.000000 -3.570000 1008.000000
VEF 788 -2.320000 1859.680000 -37.820000 -1.990000 1897.504000
Sedana Medical 93 -2.820000 2626.320000 -357.260000 -11.970000 2983.577733
TOTAL 43299.870000 -402.720000 -4.61972% 43702.591732

Updated:¶

'2023-06-19 15:54:41.288456'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶